87,261 research outputs found
Integrated Pre-Processing for Bayesian Nonlinear System Identification with Gaussian Processes
We introduce GP-FNARX: a new model for nonlinear system identification based
on a nonlinear autoregressive exogenous model (NARX) with filtered regressors
(F) where the nonlinear regression problem is tackled using sparse Gaussian
processes (GP). We integrate data pre-processing with system identification
into a fully automated procedure that goes from raw data to an identified
model. Both pre-processing parameters and GP hyper-parameters are tuned by
maximizing the marginal likelihood of the probabilistic model. We obtain a
Bayesian model of the system's dynamics which is able to report its uncertainty
in regions where the data is scarce. The automated approach, the modeling of
uncertainty and its relatively low computational cost make of GP-FNARX a good
candidate for applications in robotics and adaptive control.Comment: Proceedings of the 52th IEEE International Conference on Decision and
Control (CDC), Firenze, Italy, December 201
Detection of multiplicative noise in stationary random processes using second- and higher order statistics
This paper addresses the problem of detecting the presence of colored multiplicative noise, when the information process can be modeled as a parametric ARMA process. For the case of zero-mean multiplicative noise, a cumulant based suboptimal detector is studied. This detector tests the nullity of a specific cumulant slice. A second detector is developed when the multiplicative noise is nonzero mean. This detector consists of filtering the data by an estimated AR filter. Cumulants of the residual data are then shown to be well suited to the detection problem. Theoretical expressions for the asymptotic probability of
detection are given. Simulation-derived finite-sample ROC curves are shown for different sets of model parameters
Testing the assumptions of linear prediction analysis in normal vowels
This paper develops an improved surrogate data test to show experimental evidence, for all the simple vowels of US English, for both male and female speakers, that Gaussian linear prediction analysis, a ubiquitous technique in current speech technologies, cannot be used to extract all the dynamical structure of real speech time series. The test provides robust evidence undermining the validity of these linear techniques, supporting the assumptions of either dynamical nonlinearity and/or non-Gaussianity common to more recent, complex, efforts at dynamical modelling speech time series. However, an additional finding is that the classical assumptions cannot be ruled out entirely, and plausible evidence is given to explain the success of the linear Gaussian theory as a weak approximation to the true, nonlinear/non-Gaussian dynamics. This supports the use of appropriate hybrid linear/nonlinear/non-Gaussian modelling. With a calibrated calculation of statistic and particular choice of experimental protocol, some of the known systematic problems of the method of surrogate data testing are circumvented to obtain results to support the conclusions to a high level of significance
Shape-preserving and unidirectional frequency conversion using four-wave mixing Bragg scattering
In this work, we investigate the properties of four-wave mixing Bragg
scattering in a configuration that employs orthogonally polarized pumps in a
birefringent waveguide. This configuration enables a large signal conversion
bandwidth, and allows strongly unidirectional frequency conversion as undesired
Bragg-scattering processes are suppressed by waveguide birefringence. Moreover,
we show that this form of four-wave mixing Bragg scattering preserves the
(arbitrary) signal pulse shape, even when driven by pulsed pumps.Comment: 11 pages + refs, 5 figure
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